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Emerging Markets and the Global Economy by Duc Khuong Nguyen, Sabri Boubaker, Mohammed Hedi Arouri

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Chapter 18

Tactical Risk Analysis in Emerging Markets in the Wake of the Credit Crunch and Ensuing Sub-prime Financial Crisis

Mazin A.M. Al Janabi,    Department of Economics and Finance, College of Business and Economics, United Arab Emirates University, Al-Ain, United Arab Emirates,    E-mail: mazinaljanabi@gmail.com, m.aljanabi@uaeu.ac.ae

Abstract

The purpose of this chapter is to fill a gap in contemporary risk management literature and especially from the perspective of emerging markets in light of the aftermaths of the most recent sub-prime global financial crisis. This chapter develops a rigorous approach for the assessment of risk exposure under extreme conditions. This approach is based on the renowned concept of Liquidity-Adjusted Value-at-Risk ...

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